+120.8%
WFC vs UVXY
-99.7%
+220.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | +0.5% |
| 7D | +0.3% | +11.0% | -10.7% | +1.8% |
| 30D | +2.3% | -8.8% | +11.1% | +1.1% |
| 3M | +9.8% | -41.9% | +51.7% | +2.5% |
| 6M | +15.6% | -61.2% | +76.7% | +3.5% |
| YTD | -2.4% | -46.2% | +43.8% | -6.9% |
| 1Y | +13.8% | -65.2% | +79.0% | +3.8% |
| 3Y | +134.6% | -94.6% | +229.2% | +97.0% |
| All | +120.8% | -99.7% | +220.4% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UVXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling